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This paper introduces a methodology designed to augment the inverse design optimization process in scenarios constrained by limited compute, through the strategic synergy of multi-fidelity evaluations, machine learning models, and…

Computational Engineering, Finance, and Science · Computer Science 2024-06-04 Luka Grbcic , Juliane Müller , Wibe Albert de Jong

In many areas of systems biology, including virology, pharmacokinetics, and population biology, dynamical systems are commonly used to describe biological processes. These systems can be characterized by estimating their parameters from…

Machine Learning · Statistics 2025-11-11 Tuan Minh Ha , Binh Thanh Nguyen , Lam Si Tung Ho

Learning the minimum/maximum mean among a finite set of distributions is a fundamental sub-task in planning, game tree search and reinforcement learning. We formalize this learning task as the problem of sequentially testing how the minimum…

Machine Learning · Statistics 2018-06-05 Emilie Kaufmann , Wouter Koolen , Aurelien Garivier

Dose optimization is a hallmark of Project Optimus for oncology drug development. The number of doses to include in a dose optimization study depends on the totality of evidence, which is often unclear in early-phase development. With equal…

Methodology · Statistics 2026-01-29 Linda Sun , Yixin Ren , Cong Chen

Non-orthogonal multiple access (NOMA) systems have the potential to deliver higher system throughput, compared to contemporary orthogonal multiple access techniques. For a linearly precoded multiple-input multiple-output (MISO) system, we…

Information Theory · Computer Science 2015-12-08 Muhammad Fainan Hanif , Zhiguo Ding , Tharmalingam Ratnarajah , George K. Karagiannidis

A recently introduced Importance Sampling strategy based on a least squares optimization is applied to the Monte Carlo simulation of Libor Market Models. Such Least Squares Importance Sampling (LSIS) allows the automatic optimization of the…

Pricing of Securities · Quantitative Finance 2008-12-02 Luca Capriotti

Self-driving laboratories (SDLs) are combining recent technological advances in robotics, automation, and machine learning based data analysis and decision-making to perform autonomous experimentation toward human-directed goals without…

Machine Learning · Computer Science 2025-12-18 Luca Torresi , Pascal Friederich

Operations research practitioners frequently want to model complicated functions that are are difficult to encode in their underlying optimisation framework. A common approach is to solve an approximate model, and to use a simulation to…

Optimization and Control · Mathematics 2022-07-06 Michael Forbes , Mitchell Harris , Marijn Jansen , Femke van der Schoot , Thomas Taimre

Acceleration schemes can dramatically improve existing optimization procedures. In most of the work on these schemes, such as nonlinear Generalized Minimal Residual (N-GMRES), acceleration is based on minimizing the $\ell_2$ norm of some…

Optimization and Control · Mathematics 2018-10-04 Asbjørn Nilsen Riseth

This paper proposes a theoretical framework to evaluate and compare the performance of stochastic gradient algorithms for distributed learning in relation to their behavior around local minima in nonconvex environments. Previous works have…

Machine Learning · Computer Science 2025-07-03 Ying Cao , Zhaoxian Wu , Kun Yuan , Ali H. Sayed

A rich line of recent work has studied distributionally robust learning approaches that seek to learn a hypothesis that performs well, in the worst-case, on many different distributions over a population. We argue that although the most…

Machine Learning · Computer Science 2024-05-10 Jabari Hastings , Christopher Jung , Charlotte Peale , Vasilis Syrgkanis

High-fidelity physics simulations are powerful tools in the design and optimization of charged particle accelerators. However, the computational burden of these simulations often limits their use in practice for design optimization and…

Accelerator Physics · Physics 2020-04-15 Auralee Edelen , Nicole Neveu , Yannick Huber , Mattias Frey , Christopher Mayes , Andreas Adelmann

We consider black-box optimization in which only an extremely limited number of function evaluations, on the order of around 100, are affordable and the function evaluations must be performed in even fewer batches of a limited number of…

Machine Learning · Computer Science 2021-03-19 Carlos Ansotegui , Meinolf Sellmann , Tapan Shah , Kevin Tierney

Meta learning aims at learning how to solve tasks, and thus it allows to estimate models that can be quickly adapted to new scenarios. This work explores distributionally robust minimization in meta learning for system identification.…

Machine Learning · Computer Science 2025-06-24 Matteo Rufolo , Dario Piga , Marco Forgione

In decision-making under uncertainty, Contextual Robust Optimization (CRO) provides reliability by minimizing the worst-case decision loss over a prediction set. While recent advances use conformal prediction to construct prediction sets…

Machine Learning · Statistics 2025-12-25 Yajie Bao , Yang Hu , Haojie Ren , Peng Zhao , Changliang Zou

The problem of model selection with a limited number of experimental trials has received considerable attention in cognitive science, where the role of experiments is to discriminate between theories expressed as computational models.…

Machine Learning · Computer Science 2023-03-07 Alexander Aushev , Aini Putkonen , Gregoire Clarte , Suyog Chandramouli , Luigi Acerbi , Samuel Kaski , Andrew Howes

Scheduling with testing is a recent online problem within the framework of explorable uncertainty motivated by environments where some preliminary action can influence the duration of a task. Jobs have an unknown processing time that can be…

Data Structures and Algorithms · Computer Science 2021-08-20 Susanne Albers , Alexander Eckl

A fundamental assumption of most machine learning algorithms is that the training and test data are drawn from the same underlying distribution. However, this assumption is violated in almost all practical applications: machine learning…

Machine Learning · Computer Science 2021-12-02 Marvin Zhang , Henrik Marklund , Nikita Dhawan , Abhishek Gupta , Sergey Levine , Chelsea Finn

In this thesis, I explore the possibilities of conducting Bayesian optimization techniques in high dimensional domains. Although high dimensional domains can be defined to be between hundreds and thousands of dimensions, we will primarily…

Machine Learning · Computer Science 2020-10-09 David Yenicelik

Complex phenomena are generally modeled with sophisticated simulators that, depending on their accuracy, can be very demanding in terms of computational resources and simulation time. Their time-consuming nature, together with a typically…